Download 一、 課程代號:230002

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一、 課程代號:061674
二、 課程名稱(中文):工程數學(三)- 機率
(英文):Engineering Mathematics III—Probability
三、 授課教師:陳後守
四、 開授年級:二年級(第一學期)
五、 學分數:三
六、 授課時數:三 小時. (Mon. 13:10 — 16:00)
Office Hour: 14:30-16:30 on Thursday
七、 先修課程:微積分 (上), (下), 工程數學(一)-線性代數
八、 課程目標:
本課程目標在於使學生了解機率的相關理論及其應用, 並提供學習者未來修
習其他電機課程之理論基礎. 課程內容包含
(1) The axioms of probability
(2) Discrete random variable: PMF
(3) Continuous random variable: CDF and PDF
(4) Vector random variables: joint PMF, CDF, and PDF
(5) Sum of random variables
九、 評量方式:
5 次作業
十、 主要教科書:
Alberto Leon-Garica, Probability and Random Processes for Electrical
Engineering, 3rd ed. Addison-Wesley.. (全華圖書)
(1) Introduction to probability (1 week, chapter 1)
(2) Probability axiom: sample space and events (2 weeks, chapter 2)
(3) Discrete random variable (3 weeks, chapter 3)
(4) Continuous random variable (3 weeks, chapter 4)
(5) Pairs of random variables (3 weeks, chapter 5)
(6) Vector random variables (2 weeks, chapter 6)
1st week: Introduction to probability and review of set, number system and function
2nd week: Probability axioms, permutation, combination functions (Chapter 2)
3rd week: Conditional probability, independent events, total probability, Bayes’rule
4th week: Discrete random variable (RV) and PMF (Chapter 3)
5th week: Expected and Variance of RV, conditional PMF (HW #1, due)
6th week: Some important discrete random variable
7th week: Continuous RV, CDF, and PDF (Chapter 4, HW #2, due)
8th week: Some important RV, Function of a random variable (HW #3, due)
9th week: 11/12 期中考 (Chapter 2, 3, and 4)
10th week: Markov and Chebyshev inequality, and transform method
11 th week: Two random variables and joint CDF and PDF (Chapter 5)
12th week: Conditional CDF and PDF, independence (HW #4, due)
13th week: Functions of two random variables, two Gaussian RVs
14th week: Vector random variables, Functions of RV (Chapter 6, HW #5, due)
15th week: Expected vector and covariance matrix
16th week: Jointly Gaussian random variables (HW #6, due)
17th week: Laws of large number and central limit theorem (Chapter 7)
18th week: 01/14 期末考 (Chapter 4, 5, 6)
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